The Duchess of Connaught spent the first twenty years of her marriage accompanying her husband on his various deployments throughout the British empire. The Duke and Duchess of Connaught acquired Bagshot Park in Surrey as their country home and after 1900 used Clarence House as their London residence. She accompanied her husband to Canada in 1911, when he began his term as Governor-General. In 1916, she became colonel-in-chief of the 199th Canadian (Overseas) Infantry Battalion (The Duchess of Connaught's Own Irish-Canadian Rangers), CEF. In 1885, she became chief of the 64th (8th Brandenburg) Regiment of Infantry "Field Marshal General Prince Friedrich Karl of Prussia", Prussian Army.
The Duchess of Connaught died of influenza and bronchitis at Clarence House. She became the first member of the British Royal Family to be cremated. This was done at Golders Green Crematorium. The procedure of burying ashes in an urn was still unfamiliar at the time, and her urn was transported in an ordinary coffin during the funeral ceremonies. Her ashes were eventually buried at the Royal Burial Ground, Frogmore. The Duke of Connaught survived her by almost twenty-five years.